Ontology highlight
ABSTRACT:
SUBMITTER: Peng J
PROVIDER: S-EPMC2770199 | biostudies-literature | 2009 Jun
REPOSITORIES: biostudies-literature
Peng Jie J Wang Pei P Zhou Nengfeng N Zhu Ji J
Journal of the American Statistical Association 20090601 486
In this paper, we propose a computationally efficient approach -space(Sparse PArtial Correlation Estimation)- for selecting non-zero partial correlations under the high-dimension-low-sample-size setting. This method assumes the overall sparsity of the partial correlation matrix and employs sparse regression techniques for model fitting. We illustrate the performance of space by extensive simulation studies. It is shown that space performs well in both non-zero partial correlation selection and t ...[more]